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The Monty Hall problem is a brain teaser, in the form of a probability puzzle, based nominally on the American television game show Let's Make a Deal and named after its original host, Monty Hall. The problem was originally posed (and solved) in a letter by Steve Selvin to the American Statistician in 1975.
This problem can also be solved using Bayes' theorem: Let X i denote the event that a randomly chosen item was made by the i th machine (for i = A,B,C). Let Y denote the event that a randomly chosen item is defective. Then, we are given the following information:
Another way to solve the problem is to treat it as a conditional probability problem Conditional probability can be used to solve the Monty hall problem (Selvin 1975b; Morgan et al. 1991; Gillman 1992; Carlton 2005; Grinstead and Snell 2006:137). Consider the mathematically explicit version of the problem given above.
The Monty Hall problem is a puzzle involving probability similar to the American game show Let's Make a Deal.The name comes from the show's host, Monty Hall.A widely known, but problematic (see below) statement of the problem is from Craig F. Whitaker of Columbia, Maryland in a letter to Marilyn vos Savant's September 9, 1990, column in Parade Magazine (as quoted by Bohl, Liberatore, and Nydick).
The three prisoners problem appeared in Martin Gardner's "Mathematical Games" column in Scientific American in 1959. [ 1 ] [ 2 ] It is mathematically equivalent to the Monty Hall problem with car and goat replaced respectively with freedom and execution.
Monty Hall problem; Three Prisoners problem; Two envelopes problem; Sleeping Beauty problem; The Monty Hall and Three Prisoners problems are identical mathematically to Bertrand's Box paradox. The construction of the Boy or Girl paradox is similar, essentially adding a fourth box with a gold coin and a silver coin.
This last statement or formula isn't strictly necessary to solve the problem, of course, but it might help you understand it better: It says that Monty's probability of choosing correctly is 1 minus the contestant's probability of choosing correctly, because the contestant might have got lucky and picked the correct door before he could, thus ...
Falk uses the standard formulation of Bayes' theorem to do the routine conditional probability calculation which follows the statistical modelling. Rosenthal (2005) "Monty Hall, Monty Fall, Monty Crawl" uses Bayes' rule (Bayes' theorem in odds form) which I think is more illuminating and which is how I did the final probability update in my step 4.